Datasets:

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quantalpha-nasdaq100-sample

sma_50 float64	sma_200 float64	sma_ratio float64	MACD_12_26_9 float64	MACDh_12_26_9 float64	MACDs_12_26_9 float64	ADX_14 float64	DMP_14 float64	DMN_14 float64	rsi_14 float64	STOCHk_14_3_3 float64	STOCHd_14_3_3 float64	roc_5 float64	roc_10 float64	atr_norm float64	BBL_20_2.0 float64	BBM_20_2.0 float64	BBU_20_2.0 float64	BBB_20_2.0 float64	BBP_20_2.0 float64	bb_width float64	bb_pct float64	obv float64	vol_ratio float64	log_ret float64	z_score_20 float64	gap_pct float64	month int32	day_of_week int32	is_month_end int32	sharpe_30 float64	sortino_30 float64	pivot_p float64	pivot_r1 float64	pivot_s1 float64	pivot_r2 float64	pivot_s2 float64	dist_high_52w float64	dist_low_52w float64	poc_60 float64	dist_poc_60 float64	ts_rank_log_ret_252 float64	volatility_percentile_252 float64	bb_width_percentile_252 float64	trend_persistence_30 float64	trend_regime_flag int64	rel_ret_spy float64	alpha_30_spy float64	beta_30_spy float64	rel_ret_qqq float64	alpha_30_qqq float64	beta_30_qqq float64	Date timestamp[ns]
46.777637	40.681915	1.149839	0.585558	-0.039651	0.62521	15.567047	20.422447	23.0325	49.933711	69.595787	76.038956	-1.355719	-1.476788	0.026033	45.427012	48.113645	50.800278	11.167862	0.505124	0.111679	0.505124	38,894,639,000	1.103471	-0.027722	0.019978	-0.005614	1	1	0	-0.794729	-0.719393	49.395816	50.067775	48.822467	50.641124	48.150507	-0.047	2.433759	46.681784	0.031263	0.123506	0.011952	0.123506	0.5	0	-0.02211	-0.079429	1.828507	-0.010655	-0.071518	1.671258	2024-01-02T00:00:00
46.901281	40.79111	1.149792	0.443431	-0.145423	0.588854	15.135036	19.394514	23.475243	46.734961	45.525828	64.971392	-3.470026	-5.008279	0.025775	45.797192	48.216738	50.636283	10.036122	0.360672	0.100361	0.360672	38,573,743,000	0.874712	-0.012514	-0.543202	-0.014179	1	2	0	-1.049602	-0.944162	48.325742	49.082985	47.383935	50.024793	46.626692	-0.058851	2.391058	46.681784	0.018438	0.258964	0.011952	0.079681	0.5	0	-0.004313	-0.078814	1.758569	-0.001876	-0.069475	1.612156	2024-01-03T00:00:00
47.001761	40.901574	1.149143	0.361227	-0.182101	0.543329	14.388105	20.124582	22.099841	49.242829	26.04955	47.057055	-2.871465	-3.237628	0.025197	45.989705	48.288298	50.58689	9.520288	0.431041	0.095203	0.431041	38,880,278,000	0.843056	0.008978	-0.268853	0.004162	1	3	0	-1.478105	-1.296964	47.664446	48.035239	47.171722	48.527963	46.800929	-0.050363	2.421641	46.681784	0.027623	0.577689	0.007968	0.071713	0.5	0	0.012204	-0.081227	1.577333	0.014138	-0.065522	1.500822	2024-01-04T00:00:00
47.110457	41.016036	1.148586	0.380326	-0.130402	0.510728	14.044829	24.381816	20.117758	55.077843	28.953903	33.509761	-0.858211	2.049411	0.025127	46.545224	48.467898	50.390571	7.933802	0.656491	0.079338	0.656491	39,295,317,000	1.13609	0.022638	0.610115	0.009667	1	4	0	-0.500347	-0.438098	47.975276	48.469002	47.477553	48.966724	46.983828	-0.02862	2.499985	46.681784	0.051152	0.784861	0.007968	0.039841	0.533333	0	0.02127	-0.052872	1.572446	0.021453	-0.040628	1.514638	2024-01-05T00:00:00
47.319894	41.144925	1.150078	0.642577	0.105479	0.537098	15.512123	34.546351	16.790502	66.859992	59.472969	38.158807	5.514723	6.660546	0.026267	46.410041	48.75059	51.09114	9.602138	1.241988	0.096021	1.241988	39,937,827,000	1.691232	0.062299	2.8928	0.008453	1	0	0	1.788715	1.842977	48.956057	49.633014	48.392704	50.196367	47.715747	-0.000421	2.724967	47.851809	0.091367	0.976096	0.027888	0.079681	0.566667	0	0.048124	0.024001	2.152595	0.041842	0.030194	1.877233	2024-01-08T00:00:00
47.576102	41.274635	1.152672	0.911439	0.299473	0.611966	17.72906	40.111883	14.62997	69.297302	79.907538	56.11147	10.322212	8.826553	0.027525	46.092813	49.032133	51.971454	11.989365	1.193745	0.119894	1.193745	40,710,927,000	1.929854	0.016833	2.704717	0.002832	1	1	0	2.748682	2.788486	51.307086	53.162719	50.368275	54.101531	48.512642	-0.021813	2.511233	48.413262	0.097022	0.713147	0.035857	0.215139	0.6	0	0.018351	0.062451	2.076302	0.014859	0.063126	1.856507	2024-01-09T00:00:00
47.853019	41.41245	1.155523	1.20817	0.476963	0.731207	19.885911	38.594743	13.586766	72.291106	93.068456	77.482988	14.255076	10.290396	0.026909	45.889112	49.418068	52.947024	14.282047	1.194493	0.14282	1.194493	41,244,723,000	1.328499	0.022515	2.707631	0.008957	1	2	0	3.040074	3.123856	53.022129	54.383038	51.749503	55.655664	50.388594	-0.004579	2.514356	48.244519	0.125926	0.784861	0.035857	0.302789	0.6	0	0.016875	0.067817	2.158062	0.01576	0.068306	1.893351	2024-01-10T00:00:00
48.126159	41.553862	1.158163	1.464514	0.586646	0.877868	22.148835	38.867357	12.420056	73.381473	91.040207	88.005401	14.217245	10.937537	0.027099	45.643767	49.776118	53.908469	16.60375	1.10684	0.166037	1.10684	41,841,482,000	1.444859	0.008647	2.365899	0.011941	1	3	0	3.50495	3.442757	54.116183	54.773151	53.662769	55.226565	53.005802	-0.009468	2.5403	48.511836	0.129445	0.569721	0.039841	0.434263	0.633333	0	0.009088	0.086659	2.132248	0.006568	0.086257	1.900986	2024-01-11T00:00:00
48.404676	41.69532	1.160914	1.639735	0.609494	1.030242	24.250121	37.620673	12.021678	72.650957	94.037646	92.715436	11.432487	10.476161	0.02605	45.539886	50.107034	54.674183	18.229569	1.000587	0.182296	1.000587	41,488,488,000	0.864583	-0.002045	1.951647	-0.003685	1	4	0	3.277208	3.379584	54.545612	55.561045	53.77604	56.330617	52.760607	-0.011491	2.533067	48.511836	0.127138	0.40239	0.027888	0.541833	0.6	0	-0.002737	0.076569	2.153102	-0.002558	0.076076	1.91348	2024-01-12T00:00:00
48.685734	41.842265	1.163554	1.891634	0.689114	1.20252	26.784537	42.780046	10.784751	76.424367	93.59537	92.891074	7.901932	13.852425	0.026164	45.276359	50.508411	55.740463	20.717547	1.058308	0.207175	1.058308	41,938,068,000	1.093337	0.030103	2.176686	0.00563	1	1	0	4.896114	5.225178	54.639566	54.979376	54.339733	55.27921	53.999923	-0.00797	2.489453	48.325304	0.166068	0.876494	0.031873	0.669323	0.633333	1	0.033781	0.143152	2.060952	0.030201	0.132631	1.829606	2024-01-16T00:00:00
48.936611	41.985573	1.165558	2.041204	0.670947	1.370257	28.962943	39.238331	10.657111	74.253428	93.032125	93.555047	5.481751	16.369801	0.026644	45.174288	50.866362	56.558436	22.380504	0.952861	0.223805	0.952861	41,463,674,000	1.154462	-0.005852	1.765576	-0.000621	1	2	0	4.724839	5.040637	56.007796	57.146161	55.212241	57.941716	54.073876	-0.013759	2.351735	48.325304	0.159264	0.346614	0.043825	0.74502	0.633333	1	-0.000278	0.148879	2.114257	-0.000195	0.135393	1.82938	2024-01-17T00:00:00
49.178595	42.132179	1.167245	2.21916	0.679122	1.540038	31.30424	41.728451	9.87062	76.551509	94.074947	93.567481	5.07268	20.050871	0.026219	44.934163	51.217666	57.501169	24.536468	0.966104	0.245365	0.966104	41,955,324,000	1.185055	0.018629	1.81721	0.021533	1	3	0	6.188742	6.716824	55.723626	56.737727	55.007692	57.453661	53.993591	-0.008559	2.414759	48.687603	0.172274	0.741036	0.035857	0.796813	0.666667	1	0.009775	0.180594	1.967472	0.004535	0.157804	1.692476	2024-01-18T00:00:00
49.453322	42.289759	1.169392	2.523365	0.786662	1.736703	33.913032	45.852556	8.789981	80.739184	95.637285	94.248119	8.516662	23.944742	0.026244	44.532088	51.711741	58.891395	27.767982	1.039451	0.27768	1.039451	42,498,825,000	1.297671	0.040898	2.103166	0.015445	1	4	0	6.427432	7.245448	56.906297	57.736834	56.244666	58.398466	55.414128	-0.000151	2.557313	48.601749	0.223369	0.932271	0.039841	0.824701	0.666667	1	0.028509	0.18588	2.103378	0.021261	0.158547	1.723765	2024-01-19T00:00:00
49.72723	42.450712	1.171411	2.745941	0.807391	1.938551	36.495669	47.025227	8.275814	80.989171	96.642364	95.451532	9.036729	21.502339	0.025813	44.536453	52.288569	60.040686	29.651285	0.972917	0.296513	0.972917	42,951,780,000	1.074419	0.002736	1.84377	0.00938	1	0	0	7.416637	8.365353	58.705962	60.218788	57.945053	60.979697	56.432228	-0.011221	2.54713	48.672342	0.224942	0.474104	0.023904	0.840637	0.7	1	0.000624	0.205559	2.005974	0.001431	0.17727	1.661339	2024-01-22T00:00:00
49.993144	42.615617	1.173118	2.906492	0.774353	2.132139	38.383948	44.105802	10.034475	81.339612	97.067571	96.449074	6.191698	14.582894	0.025462	44.579915	52.832417	61.084918	31.240296	0.924553	0.312403	0.924553	43,246,434,000	0.699405	0.003664	1.655212	-0.001408	1	1	0	6.93156	7.745265	59.651768	60.266426	59.006127	60.912068	58.391469	-0.007591	2.361745	48.76719	0.227048	0.49004	0.01992	0.860558	0.7	1	0.000752	0.190176	1.982179	-0.000476	0.166932	1.67332	2024-01-23T00:00:00
50.281306	42.787184	1.175149	3.117872	0.788586	2.329286	40.706662	51.240992	8.724381	83.558734	93.861206	95.857047	9.471389	15.472338	0.026534	44.642666	53.458668	62.27467	32.982499	0.9463	0.329825	0.9463	43,806,705,000	1.283022	0.024565	1.739998	0.007199	1	2	0	7.02944	7.906642	59.422896	60.293412	58.969148	60.747159	58.098633	-0.02366	2.304049	48.120336	0.274468	0.836653	0.059761	0.868526	0.7	1	0.023473	0.198597	1.955922	0.019031	0.171069	1.681815	2024-01-24T00:00:00
50.546883	42.957317	1.176677	3.268282	0.751197	2.517085	42.863467	47.083439	8.016509	83.911587	92.771819	94.566865	7.897448	13.37074	0.026703	44.809087	54.075224	63.341362	34.271288	0.905102	0.342713	0.905102	44,289,482,000	1.076163	0.004147	1.579379	0.016101	1	3	0	7.93323	8.730327	61.348823	62.793018	59.88364	64.258202	58.439445	-0.019603	2.317779	48.390998	0.272606	0.498008	0.067729	0.880478	0.733333	1	-0.001277	0.219878	1.973759	0.002927	0.201177	1.786299	2024-01-25T00:00:00
50.79505	43.126569	1.177813	3.302158	0.628059	2.6741	44.5859	44.56257	8.812958	79.67947	89.412635	92.01522	2.588614	11.32574	0.02645	45.184331	54.655601	64.126871	34.658003	0.834771	0.34658	0.834771	43,899,173,000	0.855111	-0.009556	1.305177	-0.010663	1	4	0	6.982343	8.098639	61.694292	62.572471	60.704508	63.562254	59.826329	-0.028927	2.222062	48.390998	0.260503	0.278884	0.055777	0.884462	0.7	1	-0.008285	0.1943	1.988534	-0.00358	0.18368	1.791578	2024-01-26T00:00:00
51.051175	43.306356	1.178838	3.405399	0.585039	2.820359	46.325159	44.567108	8.195162	82.063498	91.496575	91.22701	4.712177	14.174733	0.025806	45.566221	55.302391	65.038561	35.210666	0.866049	0.352107	0.866049	44,247,906,000	0.755569	0.023225	1.427122	0.003293	1	0	0	7.306386	8.564273	61.094961	61.65065	60.441324	62.304286	59.885635	-0.00611	2.297769	48.337469	0.291549	0.804781	0.027888	0.89243	0.7	1	0.015336	0.21433	2.269206	0.013036	0.20035	1.884995	2024-01-29T00:00:00
51.328826	43.487846	1.180303	3.472112	0.521402	2.95071	48.124898	46.615382	7.739762	82.538864	91.924681	90.94463	4.845241	11.336942	0.025248	46.097856	55.964622	65.831388	35.260726	0.843295	0.352607	0.843295	44,658,641,000	0.887841	0.004934	1.33841	0.006964	1	1	0	7.29121	8.54793	61.919173	62.965255	61.384139	63.500289	60.338057	-0.011324	2.314082	49.256275	0.273727	0.517928	0.015936	0.896414	0.7	1	0.005708	0.217809	2.277608	0.011613	0.205662	1.837887	2024-01-30T00:00:00
51.569719	43.66163	1.181122	3.385392	0.347746	3.037646	48.29815	42.352142	13.910927	74.013648	89.859705	91.093654	0.268892	9.765748	0.026327	47.174864	56.6322	66.089535	33.399146	0.756972	0.333991	0.756972	44,204,846,000	0.97643	-0.020065	1.001861	-0.021251	1	2	1	6.190268	7.310675	62.807336	63.389346	62.157031	64.039651	61.575021	-0.030964	2.248248	49.120699	0.25187	0.159363	0.063745	0.87251	0.666667	1	-0.003613	0.201441	2.142295	-0.000284	0.199094	1.754543	2024-01-31T00:00:00

🚀 QuantAlpha NASDAQ-100 Feature-Engineered Sample

This dataset provides a representative sample of the full QuantAlpha NASDAQ-100 dataset. It allows researchers and quantitative traders to explore the schema and feature richness of the NVDA dataset before accessing the full NASDAQ-100 universe.

📁 Dataset Contents

The sample consists of one Parquet file containing a randomly selected month of data from 2024 for NVIDIA (NVDA):

Ticker	Filename	Rows	Date Range
NVDA	`NVDA_2024_month01.parquet`	~21	January 2024

⚠️ Note: This is a limited sample. The full dataset includes all NASDAQ-100 constituents and multi-year historical coverage.

📊 Feature Overview

Each record contains 53 machine-learning-ready features, including:

Trend Indicators: SMA ratios, MACD, ADX, Trend Persistence
Momentum & Volatility: RSI, Stochastic Oscillator, ROC, Normalized ATR, Bollinger Band metrics
Volume Metrics: On-Balance Volume (OBV), Volume Ratios
Performance Metrics: Log Returns, 30-day Sharpe Ratio, 30-day Sortino Ratio
Benchmark Analysis: Relative returns, Alpha, Beta vs. SPY and QQQ
Market Microstructure: Price over Control (POC), Gap percentages, Z-scores

All features are cleaned, normalized, and free of look-ahead bias, making them ready for ML pipelines with XGBoost, LightGBM, or neural networks.

🛠 Usage

You can load the sample file directly into a Pandas DataFrame using fastparquet or pyarrow:

import pandas as pd

# Load the sample file
df = pd.read_parquet("NVDA_2024_month01.parquet")

# Inspect the data
print(df.info())
display(df.head())

📜 License

This sample is provided under the Creative Commons Attribution Non-Commercial 4.0 (CC BY-NC 4.0) license. For commercial licensing of the full NASDAQ-100 universe, please visit our Gumroad storefront.

📬 Contact & Support

If you have any questions about this dataset, licensing, or access to the full version, feel free to reach out:

📧 Email: quantalpha.global@gmail.com

Please note that this email is intended for dataset-related inquiries only.
We aim to respond within 1–2 business days.

Downloads last month: 16

Size of downloaded dataset files:

40.5 kB

Size of the auto-converted Parquet files:

40.5 kB

Number of rows: